Nishiyama Yoshihiko

Homepage URL (1)： http://www.kier.kyoto-u.ac.jp/~nishiyama/index.htm

Research field (1)： Economic statistics

Research keywords (2)：計量経済学 , econometrics

Research theme for competitive and other funds (20)：

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Papers (36)：

Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama. Optimal minimax rates of specification testing with data-driven bandwidth. Econometric Reviews. 2023. 1-26
Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, Junfan Tao. A Sequential Test For a Unit Root in Monitoring a p-th Order Autoregressive Process. Advances in Econometrics. 2023. 115-153
Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama. Optimal minimax rates against non-smooth alternatives. The Econometrics Journal. 2021
Yoko Konishi, Yoshihiko Nishiyama. Efficiency of the retail industry and inelastic supply. Advances in Decision Sciences. 2020. 24. 2. 1-33
Chengyang Wang, Yoshihiko Nishiyama. Volatility forecast of stock indices by model averaging using high-frequency data. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. 2015. 40. 324-337

ｍore...

MISC (5)：

Naoto Kunitomo, Michael McAleer, Yoshihiko Nishiyama. Moment Restriction-Based Econometric Methods: An overview. JOURNAL OF ECONOMETRICS. 2011. 165. 1. 1-4
Kohtaro Hitomi, Qing-Feng Liu, Yoshihiko Nishiyama, Naoya Sueishi. EFFICIENT ESTIMATION AND MODEL SELECTION FOR GROUPED DATA WITH LOCAL MOMENTS(<SPECIAL ISSUE>CELEBRATION VOLUME FOR AKAIKE). Journal of the Japan Statistical Society. 2008. 38. 1. 131-143
Sueishi Naoya, Liu Qingfeng, Hitomi Kohtaro, Nishiyama Yoshihiko. Efficiency Improvement by Local Moments in Grouped Data Analysis. 21COE Interfaces for Advanced Economic Analysis Discussion Paper. 2006. 107. 1-12
小西葉子, 西山慶彦, 安道知寛, 川崎能典. 生産関数のノンパラメトリック統計解析. 日本統計学会講演報告集. 2003. 71. 377-378
小西葉子, 西山慶彦, 安道知寛, 川崎能典. A-2 生産関数のノンパラメトリツク統計解析(コンペティション(5))(2003年度統計関連学会連合大会記録(日本統計学会第71回大会)). 日本統計学会誌. 2003. 33. 3. 408-408

Education (4)：

- 2000 ロンドン経済大学(London School of Economics and Political Sciences) 経済学研究科
- 2000 London School of Economics and Polofical Sciences Graduate School, Division of Economics
- 1986 Kyoto University Faculty of Economics Department of Economics
- 1986 Kyoto University Faculty of Economics

Professional career (1)：

Ph.D.(Economics) (London School of Economics and Polofical Sciences(United Kingdom))

Work history (2)：

Awards (2)：

Association Membership(s) (2)：

計量経済学会 , Econometric Society

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